+1,117.9%
CCJ vs IRM
+10,403.9%
-9,286.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | +0.4% | -5.1% | +5.5% | +1.8% |
| 30D | -17.2% | -3.3% | -14.0% | -16.5% |
| 3M | -25.1% | -8.2% | -17.0% | -23.3% |
| 6M | -37.6% | -12.8% | -24.8% | -35.1% |
| YTD | -20.4% | +36.6% | -57.0% | -26.6% |
| 1Y | -22.5% | +11.9% | -34.4% | -24.7% |
| 3Y | +72.5% | +105.1% | -32.7% | +42.3% |
| 5Y | +179.9% | +182.4% | -2.5% | +112.3% |
| 10Y | +772.6% | +505.1% | +267.5% | +436.7% |
| All | +1,117.9% | +10,403.9% | -9,286.0% | +482.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling